Hastings.coeff.gp {spectralGP} | R Documentation |
Calculates Hastings value of coefficients, the logdensity of the current
coefficients given proposal mean and variance based on a Gibbs sample
of the form in Gibbs.sample.coeff.gp
.
Hastings.coeff.gp(object, z, sig2e, meanVal=0, sdVal=1, ...)
object |
A GP object, created by gp . |
z |
Vector of values for z , the noisy version of the process. |
sig2e |
Noise variance component that distorts z as a
version of the process. |
meanVal |
Optional mean value for z . |
sdVal |
Optional standard deviation value for z . |
... |
Other arguments. |
This function can be used in an MCMC context to calculate the Hastings correction that may be necessary in taking a quasi-Gibbs sample of the process coefficients, as part of one of the algorithms of Paciorek (2006). The function calculates and returns the logdensity.
The function returns the logdensity.
Christopher Paciorek paciorek@alumni.cmu.edu
Type 'citation("spectralGP")' for references.
gp
,propose.coeff.gp
,updateprocess.gp